For each period (3M, 6M, 1Y), we assign colors to each metric by dividing its values into four equal quartiles. Additionally, a composite rank (1–10) is calculated using seven metrics per symbol for each period, splitting symbols into 10 equal-count quantiles, with 10 indicating the symbol is in the top quantile for the corresponding period and 1 the lowest.
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Return ⓘ | -24.55% | -12.45% | -44.60% |
| Price Trend ⓘ | -0.56 | 0.20 | -0.71 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 51.92% | 55.24% | 69.37% |
| Max Drawdown ⓘ | -46.03% | -46.03% | -56.92% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.49 | -0.26 | -0.70 |
| Calmar Ratio ⓘ | -0.53 | -0.27 | -0.78 |
| Sortino Ratio ⓘ | -0.45 | -0.24 | -0.69 |